The Use of Risk Budgets in Portfolio Optimization, Albina Unger

Автор: Renata Mansini; W?odzimierz Ogryczak; M. Grazia Sp
Название: Linear and Mixed Integer Programming for Portfolio Optimization
ISBN: 3319184814 ISBN-13(EAN): 9783319184814
Издательство: Springer
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Цена: 6986.00 р.
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Описание: It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered.

Автор: C. Mulas-Granados
Название: Economics, Politics and Budgets
ISBN: 1349547832 ISBN-13(EAN): 9781349547838
Издательство: Springer
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Цена: 12577.00 р.
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Описание: Motivated by the proliferation of fiscal consolidation episodes in the advent of Monetary Union, this book explains the causes and consequences of fiscal policy in Europe, using theory and empirical evidence from the last four decades.

Автор: John Healey; William Tordoff
Название: Votes and Budgets
ISBN: 0333638875 ISBN-13(EAN): 9780333638873
Издательство: Springer
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Цена: 21661.00 р.
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Описание: With particular reference to the multi-party political systems of Botswana, Jamaica, Sri Lanka and Zambia under the Third Republic, this text presents case studies in accountable government and the management of the public funds.

Автор: Mulas-granados, Carlos
Название: Economics, politics and budgets
ISBN: 1403999422 ISBN-13(EAN): 9781403999429
Издательство: Springer
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Цена: 18167.00 р.
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Описание: Motivated by the proliferation of fiscal consolidation episodes in the advent of Monetary Union, this book explains the causes and consequences of fiscal policy in Europe, using theory and empirical evidence from the last four decades.

Автор: Fabozzi
Название: Robust Portfolio Optimization and Management
ISBN: 047192122X ISBN-13(EAN): 9780471921226
Издательство: Wiley
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Цена: 14098.00 р.
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Описание: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book.

Автор: Pfaff Bernhard
Название: Financial Risk Modelling and Portfolio Optimization with R
ISBN: 1119119669 ISBN-13(EAN): 9781119119661
Издательство: Wiley
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Цена: 11238.00 р.
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Описание: Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R.

Автор: Renata Mansini; W?odzimierz Ogryczak; M. Grazia Sp
Название: Linear and Mixed Integer Programming for Portfolio Optimization
ISBN: 3319386212 ISBN-13(EAN): 9783319386218
Издательство: Springer
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Цена: 6986.00 р.
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Описание: It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered.

Автор: Antonio Daniel Silva; Rui Ferreira Neves; Nuno Hor
Название: Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
ISBN: 3319293907 ISBN-13(EAN): 9783319293905
Издательство: Springer
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Цена: 9141.00 р.
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Описание: To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage

Автор: Dietmar G. Maringer
Название: Portfolio Management with Heuristic Optimization
ISBN: 1441938427 ISBN-13(EAN): 9781441938428
Издательство: Springer
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Цена: 23757.00 р.
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Описание: The second part (Applications and Contributions) consists of five chapters, covering different problems in financial optimization: the effects of (linear, proportional and combined) transaction costs together with integer constraints and limitations on the initital endowment to be invested;

Автор: Caroline, Hillairet
Название: Portfolio Optimization with Different Information Flow
ISBN: 1785480847 ISBN-13(EAN): 9781785480843
Издательство: Elsevier Science
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Цена: 11706.00 р.
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Описание:

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.